UBS Call 425 2FE 21.03.2025
/ CH1329471135
UBS Call 425 2FE 21.03.2025/ CH1329471135 /
| 2024-11-15 7:39:17 PM |
Chg.-0.370 |
Bid7:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
-13.70% |
2.270
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
425.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2VLF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-1.18 |
| Time value: |
2.59 |
| Break-even: |
450.90 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.35 |
| Spread %: |
15.63% |
| Delta: |
0.50 |
| Theta: |
-0.13 |
| Omega: |
7.91 |
| Rho: |
0.61 |
Quote data
| Open: |
2.500 |
| High: |
2.640 |
| Low: |
2.320 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.86% |
| 1 Month |
|
|
-53.02% |
| 3 Months |
|
|
-39.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.140 |
2.330 |
| 1M High / 1M Low: |
5.410 |
2.330 |
| 6M High / 6M Low: |
5.540 |
2.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.78% |
| Volatility 6M: |
|
153.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
